Optimal Capital Structure and Risk Management Policies of Banks That Use CoCo Futures to Hedge Financial-Sector Risk

DOI10.1093/ROF/RFAD022OpenAlexW4379106317MaRDI QIDQ6201172

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Publication date: 20 February 2024

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfad022

zbMATH Keywords

risk management bank financial crises bailout too-big-to-fail

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial networks (including contagion, systemic risk, regulation) (91G45)

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